diff --git a/okama/asset_list.py b/okama/asset_list.py index c69793d..638ee7d 100644 --- a/okama/asset_list.py +++ b/okama/asset_list.py @@ -1642,7 +1642,7 @@ def get_sharpe_ratio(self, rf_return: float = 0) -> pd.Series: BND.US 0.390814 dtype: float64 """ - mean_return = self.mean_return.drop(self.inflation) if self.inflation else self.mean_return + mean_return = self.mean_return risk = self.risk_annual.iloc[-1, :] return ratios.get_sharpe_ratio(pf_return=mean_return, rf_return=rf_return, std_deviation=risk) @@ -1671,6 +1671,6 @@ def get_sortino_ratio(self, t_return: float = 0) -> pd.Series: BND.US 0.028969 dtype: float64 """ - mean_return = self.mean_return.drop(self.inflation) if self.inflation else self.mean_return + mean_return = self.mean_return semideviation = helpers.Frame.get_below_target_semideviation(ror=self.assets_ror, t_return=t_return) * 12**0.5 return ratios.get_sortino_ratio(pf_return=mean_return, t_return=t_return, semi_deviation=semideviation)